org.drugis.mtc.summary.TransformedMultivariateNormalSummary.java Source code

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Here is the source code for org.drugis.mtc.summary.TransformedMultivariateNormalSummary.java

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/*
 * This file is part of the GeMTC software for MTC model generation and
 * analysis. GeMTC is distributed from http://drugis.org/gemtc.
 * Copyright (C) 2009-2012 Gert van Valkenhoef.
 *
 * This program is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * This program is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with this program.  If not, see <http://www.gnu.org/licenses/>.
 */

package org.drugis.mtc.summary;

import java.beans.PropertyChangeEvent;
import java.beans.PropertyChangeListener;

import org.apache.commons.math3.linear.Array2DRowRealMatrix;
import org.apache.commons.math3.linear.RealMatrix;
import org.drugis.common.beans.AbstractObservable;

public class TransformedMultivariateNormalSummary extends AbstractObservable implements MultivariateNormalSummary {

    private final MultivariateNormalSummary d_nested;
    private final RealMatrix d_transform;
    private boolean d_isDefined;
    private RealMatrix d_means;
    private RealMatrix d_covarianceMatrix;

    public TransformedMultivariateNormalSummary(MultivariateNormalSummary nested, double[][] matrix) {
        d_nested = nested;
        d_transform = new Array2DRowRealMatrix(matrix, true);
        d_nested.addPropertyChangeListener(new PropertyChangeListener() {
            public void propertyChange(PropertyChangeEvent evt) {
                transform();
            }
        });
        transform();
    }

    public boolean getDefined() {
        return d_isDefined;
    }

    public double[] getMeanVector() {
        return d_means.getColumn(0);
    }

    public double[][] getCovarianceMatrix() {
        return d_covarianceMatrix.getData();
    }

    protected void transform() {
        if (!d_nested.getDefined()) {
            d_isDefined = false;
            return;
        }

        d_means = d_transform.multiply(new Array2DRowRealMatrix(d_nested.getMeanVector()));
        d_covarianceMatrix = d_transform.multiply(
                new Array2DRowRealMatrix(d_nested.getCovarianceMatrix(), true).multiply(d_transform.transpose()));

        d_isDefined = true;

        firePropertyChange(PROPERTY_DEFINED, null, d_isDefined);
        firePropertyChange(MultivariateNormalSummary.PROPERTY_MEAN_VECTOR, null, getMeanVector());
        firePropertyChange(MultivariateNormalSummary.PROPERTY_COVARIANCE_MATRIX, null, getCovarianceMatrix());
    }
}